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Dahnial
Posts:
5
Registered:
12/24/13


Matrix function Optimization
Posted:
Dec 24, 2013 2:18 AM


Hello! I have a problem about optimization for a matrix. let say C.A = F, where C is symmetric 2x2 matrix consisting variable c1 and c2, [c1 0; 0 c2] and F is just matrix consisting of constant numbers
then i can say A=C^1.F (yes, it is just an inverse matrix of C)
here comes my problem: i want to find optimum value for C1 and C2 to minimize A (by optimization) the contraint for each C1 and C2 is, let say 0<C1<10 and i have the initial value for c1 and c2
i have looked some of references and some of them stated that it should be done by lagrangian optimization in quadratic programming
i know a bit about linear optimization. but this problem is beyond my knowledge, especially when matrix comes in the equation
How can I do that? Thanks a lot, and sorry: I am a newbie in optimization. best regards, Dahnial S



